The best indicator for Roku
We backtested 382 indicators across daily, weekly and hourly charts on real Roku history. Here's what actually worked — risk-adjusted over the full backtest, with costs, and checked out-of-sample.
Where Roku stands
Computed from our own daily OHLCV history, not quoted from a third party. Moving averages use closing prices; "52-week" is the last 252 trading sessions.
Stochastic RSI
On the daily chart, this is the strongest risk-adjusted edge we found for Roku over ~9.0 years — beating buy-and-hold by 16.9% CAGR.
Roku on the daily chart
The timeframe our backtest found best for this asset. The chart is live market data; the results above are hypothetical and historical.
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The winner on each chart
Every indicator, ranked
Ranked by Sharpe (risk-adjusted return). Hypothetical, fees included.
| # | Indicator | TF | CAGR | Sharpe | Max DD | Win | Trades | vs B&H |
|---|---|---|---|---|---|---|---|---|
| 1 | Stochastic RSI ✓ | Daily | 40.1% | 1.09 | -43.6% | 69.6% | 69 | 16.9% |
| 2 | Pivot Point SuperTrend ✓ | Daily | 37.0% | 0.85 | -49.8% | 56.2% | 16 | 13.9% |
| 3 | SMC: Fair Value Gap ✓ | Weekly | 32.4% | 0.82 | -50.4% | 50.0% | 20 | 11.1% |
| 4 | Supertrend (14,4) ✓ | Daily | 33.9% | 0.81 | -56.9% | 66.7% | 18 | 10.7% |
| 5 | Rate of Change ✓ | Weekly | 30.5% | 0.8 | -47.6% | 46.2% | 26 | 9.3% |
| 6 | Gaussian Channel ✓ | Weekly | 30.4% | 0.8 | -58.2% | 53.6% | 28 | 9.1% |
| 7 | Triangular MA ✓ | Weekly | 29.1% | 0.78 | -57.3% | 47.1% | 17 | 7.8% |
| 8 | Order-Flow Reversion ✓ | Daily | 21.9% | 0.77 | -46.1% | 69.7% | 33 | -1.3% |
| 9 | EMA 10/40 Cross ✓ | Daily | 28.5% | 0.76 | -56.5% | 53.8% | 26 | 5.4% |
| 10 | Pretty Good Oscillator ✓ | Weekly | 28.3% | 0.76 | -58.7% | 61.9% | 21 | 7.0% |
| 11 | UT Bot (ATR Trailing) | Weekly | 28.0% | 0.76 | -64.5% | 53.8% | 26 | 6.7% |
| 12 | PMax ✓ | Daily | 38.5% | 0.87 | -57.1% | 69.2% | 13 | 15.3% |
| 13 | Sine-Weighted MA ✓ | Weekly | 27.7% | 0.75 | -58.8% | 42.1% | 19 | 6.4% |
| 14 | EMA 13/48 Cross ✓ | Daily | 27.3% | 0.74 | -54.3% | 58.3% | 24 | 4.2% |
✓ = held up out-of-sample. Hypothetical, costs included. See methodology.
What it would take to beat buy & hold on Roku
14 of 453 tested setups beat buy-and-hold on Roku outright. Another 54 could get there with leverage they would survive — but 71 would be liquidated by their own drawdown before they caught it.
| Indicator | Beats B&H unlevered | Leverage needed | Leverage survived |
|---|---|---|---|
| Ehlers Relative Vigor | 1 | 1.06× | 3.07× |
| Bollinger Mean-Reversion | 1 | none needed | 4.41× |
| CCI | 1 | none needed | 3.07× |
| WaveTrend (8/6/4) | 1 | none needed | 2.75× |
| Detrended Price Osc. | 1 | none needed | 2.48× |
| Connors RSI-2 | 1 | none needed | 3.77× |
Out-of-sample, costs included. A setup is only listed if the leverage it needs is less than the leverage its own worst drawdown survives — when it isn't, no amount of leverage gets there. Volatility drag isn't modelled, so these are the optimistic case. Every indicator, ranked this way
For Roku, Stochastic RSI on the daily timeframe gave the best balance of return and risk in our test. It beat buy-and-hold — but remember: this is a hypothetical backtest of a standard rule, not a recommendation. Markets change. See the methodology and disclaimer.
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